Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49557.03 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45495.82 Kr¶

PnL: ---------------------------------------> 439.82 Kr¶

DD now: ---------------------------------> -6.708 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 14:40:24.153353'

Anic Portfolio¶

Today¶

Return: 1.399 %¶

This Week¶

Return: 0.515 %¶

Total portfolio value¶

Return including deposits: 62.237 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.680000 1672.200000 203.200000 13.830000 1468.999998
Sedana Medical 93 4.420000 2682.120000 161.120000 6.390000 2521.000011
Orrön Energy 180 5.250000 2164.500000 121.500000 5.950000 2043.000000
Atrium Ljungberg B 5 4.150000 992.000000 57.000000 6.100000 935.000000
Platzer Fastigheter Holding B 12 4.950000 1017.600000 56.600000 5.890000 960.999996
JM 6 3.690000 910.200000 46.200000 5.350000 864.000000
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
Catena 2 4.180000 836.800000 44.800000 5.660000 792.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 3.120000 998.400000 31.400000 3.250000 966.999996
BioGaia B 8 1.710000 950.400000 20.400000 2.190000 930.000000
Bilia A 8 1.960000 917.600000 17.600000 1.960000 900.000000
Gränges 9 1.550000 942.300000 14.300000 1.540000 927.999999
Biotage 7 0.970000 952.000000 11.000000 1.170000 940.999997
OX2 13 1.590000 955.500000 5.500000 0.580000 949.999999
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
EQT 4 0.680000 833.600000 1.600000 0.190000 832.000000
AcadeMedia 8 0.300000 402.000000 0.000000 0.000000 402.000000
ASSA ABLOY B 3 -0.080000 775.200000 -3.800000 -0.490000 779.000001
Byggmax Group 33 -0.350000 949.740000 -6.260000 -0.650000 956.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 0.890000 952.000000 -15.000000 -1.550000 966.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
VEF 909 0.600000 1828.910000 -21.090000 -1.140000 1850.000436
SKF B 5 -1.580000 917.250000 -22.750000 -2.420000 940.000000
Hexagon B 26 1.190000 3430.700000 -30.300000 -0.880000 3461.000010
Indutrade 5 2.240000 1187.000000 -31.000000 -2.550000 1218.000000
Latour B 4 0.050000 818.400000 -38.600000 -4.500000 857.000000
Vitec Software Group B 2 0.480000 1047.000000 -40.000000 -3.680000 1087.000000
Addnode Group B 11 -2.680000 877.250000 -43.750000 -4.750000 921.000003
Bufab 3 -0.460000 1048.200000 -60.800000 -5.480000 1109.000001
BHG Group 97 2.720000 1391.950000 -67.050000 -4.600000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45495.820000 439.820000 -6.70801% 45056.000411

Updated:¶

'2023-07-04 14:40:40.988204'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶